#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Termstructures.Volatility.Inflation
{
    /// <summary> 
	/// ! Abstract interface. CPI volatility is always with respect to some base date.  Also deal with lagged observations of an index with a (usually different) availability lag.
	/// </summary>
    [Guid ("6F39F346-85C9-4a0b-BB8B-27227AAD0DDA"),ComVisible(true)]
	public interface ICPIVolatilitySurface : Cephei.QL.Termstructures.IVolatilityTermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 DateTime BaseDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double BaseLevel {get;}
        /// <summary> 
		/// 
		/// </summary>
		 QL.Times.FrequencyEnum Frequency {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Boolean IndexIsInterpolated {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double MaxStrike {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double MinStrike {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Times.IPeriod ObservationLag {get;}
        /// <summary> 
		/// ! needed for total variance calculations
		/// </summary>
		 Double TimeFromBase(DateTime date, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> obsLag);
        /// <summary> 
		/// 
		/// </summary>
		 Double TotalVariance(Cephei.QL.Times.IPeriod optionTenor, Double strike, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> obsLag, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double TotalVariance(DateTime exerciseDate, Double strike, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> obsLag, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Volatility(Cephei.QL.Times.IPeriod optionTenor, Double strike, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> obsLag, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Volatility(DateTime maturityDate, Double strike, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> obsLag, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
    }   

    /// <summary> 
	/// ! Abstract interface. CPI volatility is always with respect to some base date.  Also deal with lagged observations of an index with a (usually different) availability lag. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICPIVolatilitySurface_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

